+30.5%
MET vs GLDM
-6.3%
+36.8%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.8% | -0.8% |
| 7D | +2.1% | -5.5% | +7.6% | +2.5% |
| 30D | +1.8% | -7.0% | +8.8% | +2.2% |
| 3M | +6.0% | -12.3% | +18.3% | +6.8% |
| 6M | +31.1% | -17.9% | +49.0% | +32.0% |
| YTD | +32.6% | -10.3% | +42.8% | +26.3% |
| 1Y | +30.5% | -7.8% | +38.2% | +19.2% |
| All | +30.5% | -6.3% | +36.8% | +19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded GLDM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling